+37.0%
HPQ vs DKS
+30.4%
+6.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +7.9% |
| 7D | +9.8% | -2.0% | +11.8% | +10.3% |
| 30D | +22.4% | -32.7% | +55.1% | +31.6% |
| 3M | +45.2% | -38.8% | +83.9% | +59.8% |
| 6M | +96.4% | -29.4% | +125.9% | +106.2% |
| YTD | +65.4% | -30.3% | +95.7% | +73.9% |
| 1Y | +31.6% | -39.6% | +71.2% | +43.8% |
| 3Y | +37.0% | +32.2% | +4.8% | +22.7% |
| All | +37.0% | +30.4% | +6.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling